arXiv Machine Learning

Robust Linear Predictions: Analyses of Uniform Concentration, Fast Rates and Model Misspecification

arXiv:2201. 01973v3 Announce Type: replace-cross Abstract: The problem of linear predictions has been extensively studied for the past century under pretty generalized frameworks.

arXiv Machine Learning
Sep 3

Median-of-Means as an Extremal Convex Estimator and a Nonconvex Route to the Trimmed Oracle

The paper revisits median‑of‑means estimation from a deterministic optimization perspective, introducing a family of block‑Lp estimators (for 0 < p ≤ 1) that achieve robust learning with heavy‑tailed and adversarially corrupted data. It shows that any convex block M‑estimator cannot attain the trimmed‑block oracle constant, while the nonconvex block‑Lp family provides finite‑sample robustness bounds that approach this oracle constant as p decreases. The authors also prove that the block‑Lp objectives have a benign landscape—every local minimum is close to the true parameter—and combine these results with block‑level concentration to obtain sub‑Gaussian deviation bounds under finite 2+δ moments, extending to high‑dimensional robust mean estimation and sparse regression.

By Angshul Majumdar
arXiv Machine Learning
Jul 14

Demixing Sparse Signals from Nonlinear Observations using Generalized Non-convex Regularization

arXiv:2607. 10618v1 Announce Type: cross Abstract: We consider the recovery of a pair of sparse vectors from a limited number of nonlinear observations of their superposition: $y_i=g(\inner{\ba_i}{\bPhi\bw^\ast+\bPsi\bz^\ast})+e_i$, $i=1,\dots,m$, with $m\ll n$, incoherent orthonormal bases $\bPhi,\bPsi$, a scalar link $g$, and noise $e_i$ that may be heavy-tailed or contaminated.

By Raziyeh Takbiri
arXiv Machine Learning
Sep 4

A Closed-Form Formula for Consistent Lipschitz Regression on Metric Spaces with Sparse Neural Network Realizations

arXiv:2609. 03129v1 Announce Type: cross Abstract: Several classical machine-learning methods, such as KRRs and SVRs, are both computationally and analytically tractable since their estimators either admit closed-form expressions or are obtained by minimizing convex training objectives; neither feature is generally available for deep neural networks.

By Ruiyang Hong, Hrad Ghoukasian, Anastasis Kratsios